+445.3%
MP vs VSH
+140.5%
+304.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -1.0% |
| 7D | -2.9% | +4.1% | -6.9% | -4.9% |
| 30D | +13.8% | -4.2% | +18.0% | +15.8% |
| 3M | -16.7% | -50.0% | +33.3% | +16.4% |
| 6M | -11.5% | +80.2% | -91.7% | -41.4% |
| YTD | +7.9% | +121.1% | -113.2% | -37.3% |
| 1Y | -15.0% | +112.0% | -127.0% | -50.3% |
| 3Y | +153.5% | +22.5% | +131.0% | +105.5% |
| 5Y | +58.7% | +64.0% | -5.4% | +0.2% |
| All | +445.3% | +140.5% | +304.8% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling